SOLUTION OF THE H-INFINITY OPTIMAL LINEAR-FILTERING PROBLEM FOR DISCRETE-TIME-SYSTEMS

被引：140

作者：

GRIMBLE, MJ

ELSAYED, A

机构：

[1] Industrial Control Unit, Department of Electronic and Electrical Engineering, University of Strathclyde

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1990年 / 38卷 / 07期

关键词：

D O I：

10.1109/29.57538

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

The solution of l2 (minimum variance) and H∞ estimation problems is considered using a polynomial systems approach. The results for the l2 filtering problem which corresponds with Wiener or Kalman filtering/prediction, are first presented in polynomial matrix form. Attention then turns to the solution of the H∞ estimation problem for scalar systems. Numerous examples are presented to illustrate the computational procedures. The two types of estimator are appropriate to very different estimation problems and the new H∞ devices should be valuable in certain application areas. © 1990 IEEE

引用

页码：1092 / 1104

页数：13

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